Place the coriander, garam masala, cumin, turmeric, minced garlic, ginger paste, olive oil, and Greek yogurt into a mixing bowl, and whisk to combine well.
Pour the marinade mixture over the chopped vegetables and cheese cubes in a large bowl, and toss to coat well.
Allow the mixture to marinate for at least 30 minutes in the fridge.
Preheat the oven to 425 degrees.
Assemble the kebabs with 3 slices of zucchini, an ounce of cheese and some onions and peppers on each skewer. You should be able to make 8 kebabs total with the ingredients.
Bake the skewers on a rack for 10 minutes, turn the kebabs over, and cook for an additional 10 minutes.
Remove the kebabs from the oven, salt to taste, and then serve.